+21.4%
CVNA vs FTV
+17.3%
+4.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.0% |
| 7D | -1.6% | +3.9% | -5.5% | -6.2% |
| 30D | +24.9% | +18.7% | +6.2% | +1.5% |
| 3M | -1.8% | +10.0% | -11.8% | -12.8% |
| 6M | +3.5% | +14.6% | -11.0% | -14.2% |
| YTD | -14.3% | +23.4% | -37.7% | -38.0% |
| 1Y | +13.6% | +31.3% | -17.7% | -25.4% |
| 3Y | +1,163.4% | +39.8% | +1,123.6% | +597.5% |
| All | +21.4% | +17.3% | +4.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling